Related papers: A Tutorial on Doubly Robust Learning for Causal In…

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

Constrained reinforcement learning is to maximize the expected reward subject to constraints on utilities/costs. However, the training environment may not be the same as the test one, due to, e.g., modeling error, adversarial attack,…

Despite the high performance achieved by deep neural networks on various tasks, extensive studies have demonstrated that small tweaks in the input could fail the model predictions. This issue of deep neural networks has led to a number of…

Causal inference from observation data is a core problem in many scientific fields. Here we present a general supervised deep learning framework that infers causal interactions by transforming the input vectors to an image-like…

Deep Learning models have shown success in a large variety of tasks by extracting correlation patterns from high-dimensional data but still struggle when generalizing out of their initial distribution. As causal engines aim to learn…

In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized…

With the widespread application of causal inference, it is increasingly important to have tools which can test for the presence of causal effects in a diverse array of circumstances. In this vein we focus on the problem of testing for…

Most major retailers today have multiple divisions focused on various aspects, such as marketing, supply chain, online customer experience, store customer experience, employee productivity, and vendor fulfillment. They also regularly…

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and…

Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…

In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…

DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionalities for valid statistical inference on causal parameters when…

Recent years have witnessed the rapid growth of machine learning in a wide range of fields such as image recognition, text classification, credit scoring prediction, recommendation system, etc. In spite of their great performance in…

The article explores the emerging domain of incentive-aware machine learning (ML), which focuses on algorithmic decision-making in contexts where individuals can strategically modify their inputs to influence outcomes. It categorizes the…

Despite extraordinary progress, current machine learning systems have been shown to be brittle against adversarial examples: seemingly innocuous but carefully crafted perturbations of test examples that cause machine learning predictors to…

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little…

Causal inference methods such as instrumental variables, regression discontinuity, and difference-in-differences are widely used to identify and estimate treatment effects. However, when outcomes are qualitative, their application poses…

We propose a machine-learning tool that yields causal inference on text in randomized trials. Based on a simple econometric framework in which text may capture outcomes of interest, our procedure addresses three questions: First, is the…